Dyspnea, or shortness of breath, is the most frequent and severe complaint of patients with pulmonary disease. It disrupts activities of daily living and decreases quality of life. The investigators have shown that the sensory and affective dimensions of dyspnea can be significantly decreased in chronic obstructive pulmonary disease (COPD) patients by a self-paced exercise training program that provides exposure to dyspnea in a nurse- monitored environment. This reduction in dyspnea after a 12-session exercise program occurred because of both better exercise performance (increased efficiency and conditioning), which requires less ventilation, and desensitization (a decrease in the symptom relative to ventilation). The overall objective of this study is to determine whether dyspnea decreases as much with home walking as it does with short exposure to the symptom in a monitored environment or with typical high-intensity pulmonary rehabilitation exercise training. The primary aim is to test differences in the effectiveness of three treatments for dyspnea: education about dyspnea and a home walking prescription; nurse-coached exposure to dyspnea with education and a home walking prescription; and a model of pulmonary rehabilitation with high- intensity exercise, education, and a home walking prescription. Secondary aims are to determine if dyspnea decreases after as little as one incremental treadmill test and whether the treatment response depends on disease severity, gender, ethnicity, or adherence to a home walking prescription. The study also seeks to determine whether the duration of the response differs depending upon the treatment. The design is an experimental longitudinal study extending over one year. Ninety patients with COPD and limited by dyspnea will be assigned randomly to one of three treatment groups. All groups will receive education about strategies for dealing with dyspnea and a home exercise prescription. In addition, the exposure group will complete four self- paced sessions on a treadmill designed to allow nurse-coached exposure to dyspnea, and the high intensity training group will complete 24 sessions of high intensity treadmill training. Immediate and long-term outcomes include: a) sensory and affective dimensions of dyspnea with exercise; b) dyspnea with activities of daily living; c) exercise capacity; d) health status; e) health-related quality of life, including functional status, social status, and health perception; f) self- efficacy; g) perceived control of dyspnea; and h) mood state. If shorter and less intensive treatments for dyspnea prove to be as effective as a high-intensity exercise training program in decreasing the symptom of dyspnea and improving the quality of life, the impact on the care of patients with COPD will be substantial.